LRND Options History — January 2025

In January 2025, LRND traded between $33.72 and $35.52. ATM implied volatility averaged 34.1%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 16.9% (HV 20d: 17.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 60.9% change
  • 2025-01-14: Highest IV Rank — 41.9%
  • 2025-01-03: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.80$33.72$35.52$34.07$35.52
ATM IV34.1%23.6%65.0%32.2%26.9%
Expected Move7.6%6.0%9.5%9.2%7.7%
HV 20d17.2%14.3%20.1%17.9%14.3%
HV 60d16.2%15.6%16.7%15.6%16.0%
IV Rank11.8%1.6%41.9%10.0%4.8%
IV Percentile46.1%4.0%95.6%57.5%27.0%
Term Structure-5.8%-9.8%-3.0%-9.8%-6.2%
Skew 25d1.9%0.7%4.7%2.1%1.7%
Skew 10d2.4%1.4%4.1%1.4%2.2%
Call IV 25d29.0%23.5%38.7%37.9%32.3%
Put IV 25d30.9%25.0%40.4%40.0%34.0%
Bid-Ask Spread %162.27152.69175.87153.09162.94
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$34.07$0.0032.2%9.2%17.9%10.0%0.0%2.1%-9.8%0000.00153.09N/AN/A0000
2025-01-03$34.51$0.0033.0%9.5%17.9%10.7%0.0%1.7%-9.8%0000.00152.69N/AN/A0000
2025-01-06$34.86$0.0034.1%6.0%18.2%11.7%0.0%1.5%-3.0%0000.00161.85N/AN/A0000
2025-01-07$34.58$0.0052.7%8.2%18.2%29.8%0.0%1.9%-5.5%0000.00175.87N/AN/A0000
2025-01-08$34.47$0.0041.7%6.8%18.2%19.2%0.0%2.0%-4.7%0000.00162.23N/AN/A0000
2025-01-10$34.00$0.0047.9%7.1%18.8%25.2%0.0%0.9%-6.1%0000.00162.23N/AN/A0000
2025-01-13$33.88$0.0056.3%7.0%17.9%33.4%0.0%1.8%-4.8%0000.00161.41N/AN/A0000
2025-01-14$33.72$0.0065.0%6.9%18.0%41.9%0.0%1.3%-5.4%0000.00162.15N/AN/A0000
2025-01-15$34.52$0.0025.4%7.3%20.1%3.4%0.0%4.1%-3.8%0000.00162.15N/AN/A0000
2025-01-16$34.46$0.0024.3%7.0%19.6%2.3%0.0%4.0%-4.3%0000.00162.15N/AN/A0000
2025-01-17$34.77$0.0026.1%7.5%20.0%4.0%0.0%4.7%-3.7%0000.00162.15N/AN/A0000
2025-01-21$35.09$0.0023.6%6.8%15.8%1.6%0.0%1.3%-3.5%0000.00163.00N/AN/A0000
2025-01-22$35.38$0.0024.7%7.1%16.0%2.7%0.0%1.3%-4.7%0000.00163.31N/AN/A0000
2025-01-23$35.49$0.0025.4%7.3%15.7%3.3%0.0%1.5%-4.9%0000.00163.57N/AN/A0000
2025-01-24$35.47$0.0026.5%7.6%15.6%4.4%0.0%1.5%-5.6%0000.00162.94N/AN/A0000
2025-01-27$35.08$0.0028.3%8.1%15.9%6.2%0.0%0.7%-7.5%0000.00162.94N/AN/A0000
2025-01-28$35.41$0.0028.7%8.2%16.1%6.5%0.0%1.4%-7.2%0000.00162.94N/AN/A0000
2025-01-29$35.30$0.0029.4%8.4%15.0%7.2%0.0%1.2%-7.9%0000.00162.94N/AN/A0000
2025-01-30$35.43$0.0029.9%8.6%14.5%7.7%0.0%1.5%-8.0%0000.00162.94N/AN/A0000
2025-01-31$35.52$0.0026.9%7.7%14.3%4.8%0.0%1.7%-6.2%0000.00162.94N/AN/A0000